Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20.11.2024 | 0.60% | 3.20 CHF | 3.22 CHF | 59'000 | 59'000 | 59'603 | 59'603 | 198'470 CHF | 199'662 CHF | 100.00% | 100.00% |
19.11.2024 | 0.61% | 3.32 CHF | 3.34 CHF | 60'000 | 60'000 | 58'195 | 58'195 | 191'023 CHF | 192'187 CHF | 100.00% | 100.00% |
18.11.2024 | 0.58% | 3.44 CHF | 3.46 CHF | 57'000 | 57'000 | 55'733 | 55'733 | 192'166 CHF | 193'281 CHF | 100.00% | 100.00% |
15.11.2024 | 0.56% | 3.45 CHF | 3.47 CHF | 54'900 | 54'900 | 55'922 | 55'922 | 199'007 CHF | 200'126 CHF | 100.00% | 100.00% |
14.11.2024 | 0.57% | 3.55 CHF | 3.57 CHF | 56'600 | 56'600 | 56'359 | 56'359 | 196'119 CHF | 197'246 CHF | 99.91% | 99.91% |
13.11.2024 | 0.57% | 3.36 CHF | 3.38 CHF | 56'200 | 56'200 | 57'287 | 57'287 | 200'606 CHF | 201'751 CHF | 100.00% | 100.00% |
12.11.2024 | 0.58% | 3.44 CHF | 3.46 CHF | 58'000 | 58'000 | 57'156 | 57'156 | 197'703 CHF | 198'846 CHF | 100.00% | 100.00% |
11.11.2024 | 0.56% | 3.51 CHF | 3.53 CHF | 56'600 | 56'600 | 55'635 | 55'635 | 196'594 CHF | 197'706 CHF | 100.00% | 100.00% |
08.11.2024 | 0.55% | 3.56 CHF | 3.58 CHF | 55'000 | 55'000 | 53'252 | 53'252 | 193'233 CHF | 194'298 CHF | 100.00% | 100.00% |
07.11.2024 | 0.52% | 3.78 CHF | 3.80 CHF | 52'100 | 52'100 | 54'624 | 54'624 | 209'952 CHF | 211'044 CHF | 100.00% | 100.00% |